{
  "study": "Eight common indicators",
  "as_of": "2026-10-16",
  "interface": "TrainBard MCP controls and mixed MCP/web-interface research; each study evidence file records its exact frame sources.",
  "frames": [
    {
      "name": "passive-btcusdt-2h-early",
      "market": {
        "exchange": "binance",
        "symbol": "BTCUSDT",
        "timeframe": "2h",
        "start": "2021-01-01",
        "end": "2023-12-31",
        "starting_amount": 10000,
        "trading_fee_percent": 0.1
      },
      "candle_count": 13125,
      "first_timestamp_ms": 1609459200000,
      "last_timestamp_ms": 1703980800000,
      "nonstandard_interval_gaps": 3,
      "detailed_response_sha256": "ee013641cce0830039aae6110626a3bbf97225b98dffcd64cacbfc1839101756",
      "passive_return_pct": -10.947733049032449,
      "passive_executions": 1,
      "passive_entry_timestamp_ms": 1613066400000,
      "passive_entry_price": 47366.43,
      "official_archive_differences": [
        {
          "time": 1610352000000,
          "key": "low",
          "mcp": 34101.01,
          "official": 34249.0
        },
        {
          "time": 1610352000000,
          "key": "volume",
          "mcp": 14082.493242,
          "official": 12057.894898
        },
        {
          "time": 1611216000000,
          "key": "volume",
          "mcp": 17715.681125,
          "official": 14514.787393
        },
        {
          "time": 1619136000000,
          "key": "close",
          "mcp": 51048.59,
          "official": 51080.59
        },
        {
          "time": 1619136000000,
          "key": "volume",
          "mcp": 17081.046531,
          "official": 16933.430611
        },
        {
          "time": 1640311200000,
          "key": "volume",
          "mcp": 3546.99799,
          "official": 3524.10476
        },
        {
          "time": 1640584800000,
          "key": "volume",
          "mcp": 1775.48464,
          "official": 1762.8511
        },
        {
          "time": 1649822400000,
          "key": "close",
          "mcp": 40187.9,
          "official": 40187.89
        },
        {
          "time": 1649822400000,
          "key": "volume",
          "mcp": 1436.28118,
          "official": 1435.40041
        }
      ]
    },
    {
      "name": "passive-btcusdt-2h-later",
      "market": {
        "exchange": "binance",
        "symbol": "BTCUSDT",
        "timeframe": "2h",
        "start": "2024-01-01",
        "end": "2025-12-31",
        "starting_amount": 10000,
        "trading_fee_percent": 0.1
      },
      "candle_count": 8761,
      "first_timestamp_ms": 1704067200000,
      "last_timestamp_ms": 1767139200000,
      "nonstandard_interval_gaps": 0,
      "detailed_response_sha256": "97f1f19319488be5e33233d0d8505bcb308011a3377ab2c34996d931cfb6b566",
      "passive_return_pct": 82.55212382684826,
      "passive_executions": 1,
      "passive_entry_timestamp_ms": 1707674400000,
      "passive_entry_price": 48292.01,
      "official_archive_differences": []
    },
    {
      "name": "passive-btcusdt-4h-early",
      "market": {
        "exchange": "binance",
        "symbol": "BTCUSDT",
        "timeframe": "4h",
        "start": "2021-01-01",
        "end": "2023-12-31",
        "starting_amount": 10000,
        "trading_fee_percent": 0.1
      },
      "candle_count": 6565,
      "first_timestamp_ms": 1609459200000,
      "last_timestamp_ms": 1703980800000,
      "nonstandard_interval_gaps": 0,
      "detailed_response_sha256": "131dd700646033502af4c63df630d359c65bbd6ec0e2d10c8d613fa28a4db067",
      "passive_return_pct": -19.03457309162367,
      "passive_executions": 1,
      "passive_entry_timestamp_ms": 1616673600000,
      "passive_entry_price": 52163.2,
      "official_archive_differences": [
        {
          "time": 1610352000000,
          "key": "volume",
          "mcp": 27495.319644,
          "official_2h_aggregate": 25470.7213
        },
        {
          "time": 1611216000000,
          "key": "volume",
          "mcp": 32172.086072,
          "official_2h_aggregate": 28971.19234
        },
        {
          "time": 1619136000000,
          "key": "volume",
          "mcp": 39495.750509,
          "official_2h_aggregate": 39348.134589
        },
        {
          "time": 1640304000000,
          "key": "volume",
          "mcp": 7842.74828,
          "official_2h_aggregate": 7819.85505
        },
        {
          "time": 1640577600000,
          "key": "volume",
          "mcp": 3602.41077,
          "official_2h_aggregate": 3589.77723
        },
        {
          "time": 1649822400000,
          "key": "volume",
          "mcp": 3714.43456,
          "official_2h_aggregate": 3713.55379
        },
        {
          "time": 1679659200000,
          "key": "open",
          "mcp": 28079.99,
          "official_2h_aggregate": 28080.0
        }
      ]
    },
    {
      "name": "passive-btcusdt-4h-later",
      "market": {
        "exchange": "binance",
        "symbol": "BTCUSDT",
        "timeframe": "4h",
        "start": "2024-01-01",
        "end": "2025-12-31",
        "starting_amount": 10000,
        "trading_fee_percent": 0.1
      },
      "candle_count": 4381,
      "first_timestamp_ms": 1704067200000,
      "last_timestamp_ms": 1767139200000,
      "nonstandard_interval_gaps": 0,
      "detailed_response_sha256": "ffe5120aabb4d0e4b23b6a0842a88f0bb6b2a814c8ac4ad750da6511dea9520f",
      "passive_return_pct": 34.898161878367134,
      "passive_executions": 1,
      "passive_entry_timestamp_ms": 1711281600000,
      "passive_entry_price": 65334,
      "official_archive_differences": []
    },
    {
      "name": "passive-ethusdt-2h-early",
      "market": {
        "exchange": "binance",
        "symbol": "ETHUSDT",
        "timeframe": "2h",
        "start": "2021-01-01",
        "end": "2023-12-31",
        "starting_amount": 10000,
        "trading_fee_percent": 0.1
      },
      "candle_count": 13125,
      "first_timestamp_ms": 1609459200000,
      "last_timestamp_ms": 1703980800000,
      "nonstandard_interval_gaps": 3,
      "detailed_response_sha256": "fbe1be882c96b30233a8c60cedf6ac691dc582dda15d40e4b5fc98fdb9cc126d",
      "passive_return_pct": 28.10542530377521,
      "passive_executions": 1,
      "passive_entry_timestamp_ms": 1613066400000,
      "passive_entry_price": 1781.7,
      "official_archive_differences": [
        {
          "time": 1610352000000,
          "key": "low",
          "mcp": 1049.01,
          "official": 1063.0
        },
        {
          "time": 1610352000000,
          "key": "volume",
          "mcp": 263963.66404,
          "official": 233297.42036
        },
        {
          "time": 1611216000000,
          "key": "volume",
          "mcp": 321563.8171,
          "official": 265520.04777
        },
        {
          "time": 1619136000000,
          "key": "close",
          "mcp": 2321.44,
          "official": 2325.82
        },
        {
          "time": 1619136000000,
          "key": "volume",
          "mcp": 298223.52071,
          "official": 296825.72124
        },
        {
          "time": 1640311200000,
          "key": "volume",
          "mcp": 18903.6761,
          "official": 18812.3172
        },
        {
          "time": 1640584800000,
          "key": "volume",
          "mcp": 15163.0723,
          "official": 15139.8345
        },
        {
          "time": 1649822400000,
          "key": "close",
          "mcp": 3064.66,
          "official": 3064.67
        },
        {
          "time": 1649822400000,
          "key": "volume",
          "mcp": 19322.3958,
          "official": 19321.3304
        }
      ]
    },
    {
      "name": "passive-ethusdt-2h-later",
      "market": {
        "exchange": "binance",
        "symbol": "ETHUSDT",
        "timeframe": "2h",
        "start": "2024-01-01",
        "end": "2025-12-31",
        "starting_amount": 10000,
        "trading_fee_percent": 0.1
      },
      "candle_count": 8761,
      "first_timestamp_ms": 1704067200000,
      "last_timestamp_ms": 1767139200000,
      "nonstandard_interval_gaps": 0,
      "detailed_response_sha256": "253b2f31c401ebc83f00c691f8e715343713e16fc154c7c1d4fdba76a95aab41",
      "passive_return_pct": 18.371307231770135,
      "passive_executions": 1,
      "passive_entry_timestamp_ms": 1707674400000,
      "passive_entry_price": 2511.16,
      "official_archive_differences": []
    },
    {
      "name": "passive-ethusdt-4h-early",
      "market": {
        "exchange": "binance",
        "symbol": "ETHUSDT",
        "timeframe": "4h",
        "start": "2021-01-01",
        "end": "2023-12-31",
        "starting_amount": 10000,
        "trading_fee_percent": 0.1
      },
      "candle_count": 6565,
      "first_timestamp_ms": 1609459200000,
      "last_timestamp_ms": 1703980800000,
      "nonstandard_interval_gaps": 0,
      "detailed_response_sha256": "f9749d541c5d0a14a48c40c50f94c9483bf662cd1f022e6c2bd47deb76534595",
      "passive_return_pct": 42.851649593765565,
      "passive_executions": 1,
      "passive_entry_timestamp_ms": 1616673600000,
      "passive_entry_price": 1592.45,
      "official_archive_differences": [
        {
          "time": 1610352000000,
          "key": "low",
          "mcp": 1049.01,
          "official_2h_aggregate": 1063.0
        },
        {
          "time": 1610352000000,
          "key": "volume",
          "mcp": 534029.85503,
          "official_2h_aggregate": 503363.61134999996
        },
        {
          "time": 1611216000000,
          "key": "volume",
          "mcp": 541006.14541,
          "official_2h_aggregate": 484962.37608
        },
        {
          "time": 1619136000000,
          "key": "volume",
          "mcp": 735231.27455,
          "official_2h_aggregate": 733833.47508
        },
        {
          "time": 1640304000000,
          "key": "volume",
          "mcp": 46427.5623,
          "official_2h_aggregate": 46336.2034
        },
        {
          "time": 1640577600000,
          "key": "volume",
          "mcp": 29178.2667,
          "official_2h_aggregate": 29155.0289
        },
        {
          "time": 1649822400000,
          "key": "volume",
          "mcp": 44629.0454,
          "official_2h_aggregate": 44627.979999999996
        },
        {
          "time": 1679659200000,
          "key": "open",
          "mcp": 1789.51,
          "official_2h_aggregate": 1789.52
        },
        {
          "time": 1679659200000,
          "key": "high",
          "mcp": 1789.51,
          "official_2h_aggregate": 1789.52
        }
      ]
    },
    {
      "name": "passive-ethusdt-4h-later",
      "market": {
        "exchange": "binance",
        "symbol": "ETHUSDT",
        "timeframe": "4h",
        "start": "2024-01-01",
        "end": "2025-12-31",
        "starting_amount": 10000,
        "trading_fee_percent": 0.1
      },
      "candle_count": 4381,
      "first_timestamp_ms": 1704067200000,
      "last_timestamp_ms": 1767139200000,
      "nonstandard_interval_gaps": 0,
      "detailed_response_sha256": "f9608e4c7f7c3c6d1aa4396ef886120762b3cec6af0efc82f7f8e7b6a8088f36",
      "passive_return_pct": -12.264677864749302,
      "passive_executions": 1,
      "passive_entry_timestamp_ms": 1711281600000,
      "passive_entry_price": 3387.37,
      "official_archive_differences": []
    }
  ],
  "archive_source": "https://data.binance.vision/?prefix=data/spot/monthly/klines/",
  "archive_verification": {
    "monthly_archives": 120,
    "checksum_verified": true,
    "four_hour_check": "aggregated original two-hour candles where both constituents exist",
    "later_window_differing_fields": 0,
    "earlier_window_differing_fields": 34,
    "earlier_window_affected_frame_candles": 26
  },
  "execution_controls": {
    "requested_equity_percent": 99,
    "persistent_cash_reserve_guaranteed": false,
    "flat_position_guard_control_same_recorded_metrics": true,
    "totalTrades_unit": "buy or sell execution",
    "sell_fee_field_note": "May contain entry plus exit fee; use aggregate totalFees rather than summing displayed trade.fees.",
    "passive_rule": "At bar_index>=500 while flat, request one 99% equity long market entry; hold through endpoint. Signals use completed candles, fills use next open.",
    "sizing_note": "The percentage is requested sizing; repeated entries do not preserve a guaranteed1% cash balance. Small fixed 100 USDT notional controls are recorded separately per indicator."
  },
  "scope": "Retrospective Binance Spot comparisons across the eight frames. Related configurations and repeated samples are not independent trials; no prospective or live validation.",
  "fee_controls": {
    "market": {
      "exchange": "binance",
      "symbol": "BTCUSDT",
      "timeframe": "4h",
      "start": "2024-01-01",
      "end": "2024-02-01",
      "starting_amount": 10000,
      "trading_fee_percent": "varies below"
    },
    "signal": "close versus EMA10 after bar30, flat entry and open-position exit guards; next-open market orders",
    "notes": [
      "Zero requested fees returned zero charged fees through MCP.",
      "The fixed-small-notional control recorded 40 executions at all three costs; requested-equity sizing recorded 40 at zero cost and 36 at 0.1% and 0.2%.",
      "Every trade cash balance and aggregate totalFees independently reconcile with execution values and the requested cost."
    ],
    "comparisons": [
      {
        "requested_fee_percent": 0,
        "sizing_mode": 0,
        "sizing_rule": "requested 99% equity",
        "executions": 40,
        "reported_fees": 0,
        "reconstructed_fees": 0.0,
        "return_pct": -1.5484340633594729,
        "cash_after_each_buy": [
          100,
          100.13956131658415,
          104.95157899329388,
          104.08928504548567,
          102.50871011626987,
          101.36963255192131,
          101.19762883811563,
          100.76655884829597,
          99.90249651017984,
          99.53293980108901,
          99.569701407494,
          99.42407763568917,
          99.09607296980539,
          98.39630553710958,
          97.96007432544502,
          97.28345438556607,
          97.2156334823303,
          96.98138729261336,
          98.13796710191855,
          100.23693683224701
        ]
      },
      {
        "requested_fee_percent": 0,
        "sizing_mode": 1,
        "sizing_rule": "quantity=100/signal_close",
        "executions": 40,
        "reported_fees": 0,
        "reconstructed_fees": 0.0,
        "return_pct": -0.013830088875893124,
        "cash_after_each_buy": [
          9900,
          9900.140971026853,
          9904.997053785874,
          9904.162945459386,
          9902.631198753053,
          9901.511054282222,
          9901.335047899644,
          9900.904784195278,
          9900.04092039649,
          9899.669635561075,
          9899.706937787092,
          9899.554468545484,
          9899.22112352283,
          9898.510303824401,
          9898.064943344965,
          9897.36480404057,
          9897.294385115483,
          9897.050995956384,
          9898.253237647674,
          9900.418375302388
        ]
      },
      {
        "requested_fee_percent": 0.1,
        "sizing_mode": 0,
        "sizing_rule": "requested 99% equity",
        "executions": 36,
        "reported_fees": 353.15300085491384,
        "reconstructed_fees": 353.15300085491384,
        "return_pct": -4.7231175865471595,
        "cash_after_each_buy": [
          100,
          80.34525992499766,
          64.8637201747024,
          43.32979463851734,
          21.32068166391582,
          0.020352845449451706,
          0.0023372958166874014,
          0.0023150542874645907,
          0,
          0.0023426916486641858,
          0.0024366194138565334,
          0,
          0,
          0,
          0,
          0,
          0.0022671532788081095,
          0.0022420761961257085
        ]
      },
      {
        "requested_fee_percent": 0.1,
        "sizing_mode": 1,
        "sizing_rule": "quantity=100/signal_close",
        "executions": 40,
        "reported_fees": 3.9986169912136647,
        "reconstructed_fees": 3.9986169912136647,
        "return_pct": -0.053816258788065174,
        "cash_after_each_buy": [
          9899.9,
          9899.840830055824,
          9904.492056689063,
          9903.4587825134,
          9901.728567553773,
          9900.40954318082,
          9900.03371285138,
          9899.403879457323,
          9898.340879522333,
          9897.769965923715,
          9897.607230799567,
          9897.254914075142,
          9896.721902447638,
          9895.811793568908,
          9895.166878400058,
          9894.267439234965,
          9893.997090728804,
          9893.553944958863,
          9894.554984456045,
          9896.51795692698
        ]
      },
      {
        "requested_fee_percent": 0.2,
        "sizing_mode": 0,
        "sizing_rule": "requested 99% equity",
        "executions": 36,
        "reported_fees": 690.8266191977111,
        "reconstructed_fees": 690.8266191977111,
        "return_pct": -8.79041553837833,
        "cash_after_each_buy": [
          100.00000000000182,
          60.590468117034106,
          24.855933381826617,
          0.002185829362133518,
          0,
          0.05053681060599047,
          0.0022918685881450074,
          0.002265523755340837,
          0,
          0.0022834178253106074,
          0.0023702238668192877,
          1.8189894035458565e-12,
          0,
          0,
          0,
          0,
          0.002179069108024123,
          0.0021506606935872696
        ]
      },
      {
        "requested_fee_percent": 0.2,
        "sizing_mode": 1,
        "sizing_rule": "quantity=100/signal_close",
        "executions": 40,
        "reported_fees": 7.997233982427329,
        "reconstructed_fees": 7.997233982427329,
        "return_pct": -0.09380242870021901,
        "cash_after_each_buy": [
          9899.8,
          9899.540689084797,
          9903.987059592257,
          9902.754619567419,
          9900.825936354498,
          9899.308032079423,
          9898.73237780312,
          9897.90297471937,
          9896.64083864818,
          9895.870296286357,
          9895.507523812043,
          9894.955359604795,
          9894.222681372445,
          9893.113283313412,
          9892.268813455148,
          9891.17007442936,
          9890.699796342124,
          9890.056893961342,
          9890.856731264417,
          9892.617538551574
        ]
      }
    ]
  },
  "interface_bridges": [
    {
      "indicator": "ema",
      "comparison": "Identical frozen script, market, dates, cost and input tuples through MCP and web UI",
      "main_or_control": "interface bridge; excluded from unique main evaluation total",
      "rows": 4,
      "every_common_numeric_metric_exactly_equal": true,
      "numeric_fields_compared": [
        "initialValue",
        "finalValue",
        "totalReturn",
        "finalCoinValue",
        "finalCoinAmount",
        "endPrice",
        "buyHoldValue",
        "buyHoldReturn",
        "totalTrades",
        "winRate",
        "maxDrawdown",
        "maxDrawdownPct",
        "totalFees",
        "error"
      ],
      "raw_ui_export_sha256": "80337eb1d24a4877d7bda6e9b4629d6baf02ea70dc77fec3cca0169cf770abce",
      "canonical_script_sha256": "7a3488fcba062edf85b68eb62079b9bb07eda74fcc3f816d0aba8adb1322520c",
      "editor_note": "Verified text equals canonical script apart from normalized final newline.",
      "market": {
        "exchange": "binance",
        "symbol": "BTCUSDT",
        "timeframe": "2h",
        "start": "2021-01-01",
        "end": "2023-12-31",
        "starting_amount": 10000,
        "trading_fee_percent": 0.1
      },
      "parameters": {
        "length": 50,
        "buffer": [
          0,
          0.5
        ],
        "smoothing": [
          0,
          1
        ]
      }
    }
  ],
  "final_research_coverage": {
    "requested_main_configuration_evaluations": 781240,
    "accepted_main_configuration_evaluations": 781239,
    "runtime_failed_unique_settings_excluded": 1,
    "accepted_main_by_interface": {
      "MCP": 218668,
      "web_UI": 562571
    },
    "accepted_main_by_indicator": {
      "ema": 97216,
      "atr": 104160,
      "stochastic": 101952,
      "adx": 99456,
      "ichimoku": 84240,
      "vwap": 19392,
      "obv": 129887,
      "cci": 144936
    },
    "standard_fixed_amount_activity_controls": 12640,
    "additional_stochastic_posthoc_mechanism_checks": 64,
    "additional_ichimoku_alignment_controls": 16,
    "interface_bridge_repetitions_excluded": 4,
    "interpretation": "Related retrospective configurations, not independent statistical trials. No superseded, failed, ambiguous or duplicate run is added to the accepted main count."
  },
  "documented_runtime_failure": {
    "indicator": "OBV",
    "symbol": "ETHUSDT",
    "timeframe": "2h",
    "start": "2021-01-01",
    "end": "2023-12-31",
    "parameters": {
      "flow_length": 2,
      "threshold": 0.28,
      "weight_mode": 0,
      "rule_mode": 1
    },
    "observed": "The original row and one exact bounded diagnostic reported error = 1 and incomplete statistics. No further rerun or script change was used. Cause remains unknown.",
    "acceptance": "A separately hash-bound review validated every clean row and reconciled zero tuple from the completed original export. The failed setting has no accepted portfolio metrics or zero substitute; its weighting counterpart remains unpaired."
  },
  "local_signal_alignment_qualification": {
    "CCI": "2,374 of 2,376 fixed-amount counts matched a full-precision local state counter. Two length 4 fade/recovery counts differed by one entry/exit pair. A rounded-input local calculation reproduced both; this does not establish an internal cause. All plotted values use recorded results.",
    "general": "Local indicator or state calculations are checks and teaching data, not substitutes for recorded fills or portfolio returns."
  }
}